BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,590
COMMITMENTS
     649    1,648      942    6,035    5,158    7,625    7,748      965      842

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        648)
      -7       48       91      520      440      604      579       44       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     19.2     11.0     70.3     60.0     88.8     90.2     11.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        9        8       20       22       30       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,594
COMMITMENTS
  18,059    5,305   15,493   16,850   20,759   50,403   41,556    4,191   13,037

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -355)
     252    2,442     -985       -9   -1,194     -742      263      387     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      9.7     28.4     30.9     38.0     92.3     76.1      7.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       21       28       35       30       72       65                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,200
COMMITMENTS
     352      675    1,851    4,251    4,024    6,453    6,549      746      650

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        409)
      47       97      156      165      219      369      471       41      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      9.4     25.7     59.0     55.9     89.6     91.0     10.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       11       11       24       20       36       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,868
COMMITMENTS
     252      504    2,409    3,586    2,285    6,248    5,198      620    1,670

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        212)
      -2       87       61      162        9      220      157       -8       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      7.3     35.1     52.2     33.3     91.0     75.7      9.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        9        9        8       18       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,940
COMMITMENTS
 102,992   71,790   94,334   80,981   92,875  278,306  258,998   21,634   40,942

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -23,405)
   3,385    5,041  -25,579     -519   -4,549  -22,713  -25,087     -692    1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     23.9     31.5     27.0     31.0     92.8     86.3      7.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     112      114      119       86       93      254      277                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,763
COMMITMENTS
 102,953   72,674   90,331  111,399  128,394  304,682  291,398   34,081   47,365

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      8,706)
     459    4,103    4,848    3,426     -580    8,733    8,371      -27      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     21.5     26.7     32.9     37.9     89.9     86.0     10.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     119      105      134      142      128      328      309                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,916
COMMITMENTS
   2,412      853      543      661    2,432    3,616    3,827    1,300    1,089

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -210)
    -293      -81        2      108       17     -183      -62      -26     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1     17.4     11.0     13.5     49.5     73.5     77.9     26.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      28        6       12       18       22       52       38                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,004
COMMITMENTS
  18,087   15,296   18,779   11,445    8,801   48,311   42,876    9,693   15,127

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,229)
     -51     -264    1,946     -366      181    1,528    1,863      700      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     26.4     32.4     19.7     15.2     83.3     73.9     16.7     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      53       70       63       55       54      146      158                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,853
COMMITMENTS
     233    3,715      176    3,175      610    3,584    4,501    1,269      351

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:         83)
      25       63      -19       41       26       48       70       35       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     76.6      3.6     65.4     12.6     73.9     92.8     26.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        5        9        4       15       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,907
COMMITMENTS
   1,653   15,525    3,698   25,876   10,679   31,227   29,901      680    2,006

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        145)
       8        9      -69      218      285      157      225      -12      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     48.7     11.6     81.1     33.5     97.9     93.7      2.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       23       19       28       26       51       56                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       44,687
COMMITMENTS
  32,552      654        0   10,918   43,448   43,470   44,102    1,217      585

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -331)
   1,015  -13,213        0   -1,367   12,980     -352     -233       21      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.8      1.5      0.0     24.4     97.2     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        4        0        7       10       18       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,055
COMMITMENTS
  23,350   36,993    7,424   53,608   38,545   84,382   82,963   29,673   31,093

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -6,752)
  -7,860   -4,877    1,145   -1,679    1,586   -8,395   -2,146    1,643   -4,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     32.4      6.5     47.0     33.8     74.0     72.7     26.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       32       10       21       28       50       63                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       65,107
COMMITMENTS
  18,316   34,679    1,139   38,719    4,845   58,175   40,663    6,933   24,444

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      7,696)
  -1,812    5,007      619    8,515    1,046    7,323    6,671      373    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     53.3      1.7     59.5      7.4     89.4     62.5     10.6     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       21        6       13       11       26       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      132,707
COMMITMENTS
  33,429   64,895    3,773   89,476   57,626  126,678  126,294    6,029    6,413

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -5,245)
  -4,305  -24,957      474   -2,660   19,258   -6,492   -5,225    1,247      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     48.9      2.8     67.4     43.4     95.5     95.2      4.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      45       65       12       21       21       74       91                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      305,055
COMMITMENTS
  53,084  140,607   31,504  186,624   90,410  271,213  262,522   33,843   42,534

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,325)
   1,704     -149   -3,361      223      771   -1,434   -2,740      109    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     46.1     10.3     61.2     29.6     88.9     86.1     11.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      36       62       27       27       45       81      116                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      198,115
COMMITMENTS
  73,916   38,501   20,097   76,788  101,899  170,801  160,497   27,314   37,618

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     10,999)
  -4,221    5,457    1,812   13,365    2,097   10,956    9,367       43    1,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.3     19.4     10.1     38.8     51.4     86.2     81.0     13.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      30       42       24       35       40       80       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      478,817
COMMITMENTS
 123,971  236,045   40,063  264,828  136,735  428,862  412,843   49,955   65,974

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     40,063)
  14,056   29,087    2,697   23,070    8,858   39,822   40,642      240     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     49.3      8.4     55.3     28.6     89.6     86.2     10.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      73       94       57       62       63      158      193                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       30,454
COMMITMENTS
  12,894      878      448    7,168   25,606   20,510   26,932    9,944    3,522

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        267)
    -453     -286       84       17      646     -352      444      619     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3      2.9      1.5     23.5     84.1     67.3     88.4     32.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        2        3        5        8       14       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,702
COMMITMENTS
  20,080    2,989      493    6,296   24,247   26,869   27,729    1,833      973

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -127)
     -60   -2,309      -40     -133    2,172     -233     -177      106       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.0     10.4      1.7     21.9     84.5     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        7        2        3        5       20       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,413
COMMITMENTS
  29,513   29,666      158   12,805   13,729   42,476   43,553    4,937    3,860

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        289)
  -1,449   -9,032      -41    2,220    9,143      730       70     -441      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.2     62.6      0.3     27.0     29.0     89.6     91.9     10.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      46       18        6       11       14       58       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,558,547
COMMITMENTS
 708,893  2232609  7633211  9474467  7496803 17816571 17362623  741,976  1195924

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:   -728,093)
 -44,870  -11,975 -559,044 -164,304 -160,954 -768,218 -731,973   40,124    3,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     12.0     41.1     51.1     40.4     96.0     93.6      4.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      49      112      135      134      140      281      299                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      852,492
COMMITMENTS
 109,281   90,007  135,901  493,362  511,074  738,545  736,981  113,947  115,511

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -1,995)
   4,434  -11,816    2,723   -3,629   10,391    3,528    1,298   -5,523   -3,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     10.6     15.9     57.9     60.0     86.6     86.5     13.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     162      168      176      245      253      493      512                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      130,166
COMMITMENTS
  10,548    2,244   30,981   55,932   52,053   97,461   85,277   32,704   44,888

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -121)
   2,072   -1,510    2,734   -1,166      219    3,641    1,444   -3,761   -1,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.7     23.8     43.0     40.0     74.9     65.5     25.1     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       12       28       35       32       71       60                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,611,632
COMMITMENTS
 517,594  462,740  500,674  2187149  2295106  3205417  3258520  406,215  353,112

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     -9,371)
  15,228  -48,115   -3,474  -12,316   50,858     -562     -731   -8,809   -8,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     12.8     13.9     60.6     63.5     88.8     90.2     11.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     150      164      163      237      243      467      490                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,328
COMMITMENTS
  22,329    2,945      126   49,479   78,107   71,934   81,178   12,394    3,150

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,470)
    -221      459     -479      433    2,010     -267    1,990    1,737     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      3.5      0.1     58.7     92.6     85.3     96.3     14.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16        6        2       43       34       59       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,246
COMMITMENTS
  37,087    5,285    1,602   18,399   50,876   57,088   57,762    6,158    5,484

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,565)
   5,092     -523     -448     -785    2,956    3,860    1,985   -2,295     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6      8.4      2.5     29.1     80.4     90.3     91.3      9.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      91       51       24       65       70      167      135                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,229
COMMITMENTS
 185,435   26,424    8,010   91,994  254,378  285,440  288,811   30,790   27,418

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      7,824)
  25,460   -2,614   -2,238   -3,923   14,778   19,298    9,926  -11,474   -2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6      8.4      2.5     29.1     80.4     90.3     91.3      9.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      91       51       24       65       70      167      135                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,484
COMMITMENTS
  79,520   50,894   13,030   19,589   55,276  112,139  119,200   30,345   23,284

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:     11,424)
   7,470    2,970      392    1,389    6,678    9,251   10,040    2,173    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8     35.7      9.1     13.7     38.8     78.7     83.7     21.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      42       26       18       20       26       75       57                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,116
COMMITMENTS
  11,160    3,335        8   14,635   25,085   25,803   28,428    7,313    4,688

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        254)
   1,533      776        0      146     -495    1,679      281   -1,425      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7     10.1      0.0     44.2     75.7     77.9     85.8     22.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        5        1       13       11       27       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       54,100
COMMITMENTS
  13,327    6,674    1,769   29,992   29,752   45,088   38,195    9,012   15,905

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,384)
   2,380      631     -247       83      906    2,216    1,290    1,168    2,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     12.3      3.3     55.4     55.0     83.3     70.6     16.7     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       14        6       26       28       50       44                  



Updated October 21, 2016